• Title/Summary/Keyword: rank functions

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Efficient Score Estimation and Adaptive Rank and M-estimators from Left-Truncated and Right-Censored Data

  • Chul-Ki Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.113-123
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    • 1996
  • Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.

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Wind velocity simulation of spatial three-dimensional fields based on autoregressive model

  • Gao, Wei-Cheng;Yu, Yan-Lei
    • Wind and Structures
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    • v.11 no.3
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    • pp.241-256
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    • 2008
  • This paper adopts autoregressive (AR) model to simulate the wind velocity of spatial three-dimensional fields in accordance with the time and space dependent characteristics of the 3-D fields. Based on the built MATLAB programming, this paper discusses in detail the issues of the AR model deduced by matrix form in the simulation and proposes the corresponding solving methods: the over-relaxation iteration to solve the large sparse matrix equations produced by large number of degrees of freedom of structures; the improved Gauss formula to calculate the numerical integral equations which integral functions contain oscillating functions; the mixed congruence and central limit theorem of Lindberg-Levy to generate random numbers. This paper also develops a method of ascertaining the rank of the AR model. The numerical examples show that all those methods are stable and reliable, which can be used to simulate the wind velocity of all large span structures in civil engineering.

k-Sample Rank Tests for Umbrella Location-Scale Alternatives (k-표본 우산형 위치-척도 대립가설에 대한 순위검정법의 연구)

  • Hee Moon Park
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.159-171
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against umbrella location-scale alternatives in k-sample problem. Only the case of known peak $\ell$ is considered. Under the null hypothesis and a contiguous sequence of unbrella location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the tests based on the Chen-Wolfe rank analogue statistic are more powerful than others for unequally spaced umbrella location-scale alternatives and robust.

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On the Study for the Simultaneous Test

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.241-246
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    • 2013
  • In this study, we propose a nonparametric simultaneous test procedure for the location translation and scale parameters. We consider the Wilcoxon rank sum test for the location translation parameter and the Mood test for the scale parameter with the quadratic and maximal types of combining functions. Then we derive the limiting null distributions of the combining functions. We illustrate our procedure with an example and compare efficiency by obtaining the empirical powers through a simulation study. Finally, we discuss some interesting features related to the nonparametric simultaneous tests.

FunRank: Finding 1-Day Vulnerability with Call-Site and Data-Flow Analysis (FunRank: 함수 호출 관계 및 데이터 흐름 분석을 통한 공개된 취약점 식별)

  • Jaehyu Lee;Jihun Baek;Hyungon Moon
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.33 no.2
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    • pp.305-318
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    • 2023
  • The complexity of software products led many manufacturers to stitch open-source software for composing a product. Using open-source help reduce the development cost, but the difference in the different development life cycles makes it difficult to keep the product up-to-date. For this reason, even the patches for known vulnerabilities are not adopted quickly enough, leaving the entire product under threat. Existing studies propose to use binary differentiation techniques to determine if a product is left vulnerable against a particular vulnerability. Despite their effectiveness in finding real-world vulnerabilities, they often fail to locate the evidence of a vulnerability if it is a small function that usually is inlined at compile time. This work presents our tool FunRank which is designed to identify the short functions. Our experiments using synthesized and real-world software products show that FunRank can identify the short, inlined functions that suggest that the program is left vulnerable to a particular vulnerability.

Analysis on fatigue life distribution of composite materials (복합재료 피로 수명 분포에 관한 고찰)

  • 황운봉;한경섭
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.12 no.4
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    • pp.790-805
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    • 1988
  • Static strength and fatigue life scattering of glass fiber reinforced epoxy composite materials has been studied. Normal, lognormal, two-parameter and three-parameter Weibull distribution functions are used for strength and one-stress fatigue life distribution. The value of mean fatigue life is analysed using mean fatigue life, mean log fatigue life and expected value of 2 and 3-parameter Weibull distribution functions. Modification on non-statistical cumulative damage models is made in order to interpret the result of two-stress level fatigue life scattering. The comparison results show that 3-parameter Weibull distribution has better predictions in static strength and one-stress level fatigue life distributions. However, no advantage of 3-parameter Weibll distribution is found over 2-parameter Weibull distribution in two-stress level fatigue life predictions. It is found that two-stress level fatigue life prediction by the expanded equal rank assumption is close to the experimental data.

C-rank: A Contribution-Based Approach for Web Page Ranking (C-rank: 웹 페이지 랭킹을 위한 기여도 기반 접근법)

  • Lee, Sang-Chul;Kim, Dong-Jin;Son, Ho-Yong;Kim, Sang-Wook;Lee, Jae-Bum
    • Journal of KIISE:Computing Practices and Letters
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    • v.16 no.1
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    • pp.100-104
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    • 2010
  • In the past decade, various search engines have been developed to retrieve web pages that web surfers want to find from world wide web. In search engines, one of the most important functions is to evaluate and rank web pages for a given web surfer query. The prior algorithms using hyperlink information like PageRank incur the problem of 'topic drift'. To solve the problem, relevance propagation models have been proposed. However, these models suffer from serious performance degradation, and thus cannot be employed in real search engines. In this paper, we propose a new ranking algorithm that alleviates the topic drift problem and also provides efficient performance. Through a variety of experiments, we verify the superiority of the proposed algorithm over prior ones.

A code acquisition method using signed-rank statistics in frequency-selective channels (주파수선택적 감쇄 채널에서 부호순위 통계량을 쓴 부호 획득 방법)

  • Kim, Hong-Gil;Jeong, Chang-Yong;Song, Ik-Ho;Gwon, Hyeong-Mun;Kim, Yong-Seok
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.2
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    • pp.69-80
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    • 2002
  • In this paper, signed-rank based nonparametric detectors are used for direct sequence code division multiple access pseudo-noise code acquisition systems in frequency-selective Rician fading channels. We first derive the locally optimum rank detector, and then propose the locally suboptimum rank (LSR) and k-th order modified signed-rank (MSRk) detectors using approximate score functions. We compare the serial and hybrid parallel double-dwell schemes using the LSR and MSRk detectors with those using the conventional squared-sum (SS) using the cell averaging constant false alarm rate processor and modified sign detectors. From the simulation results, it is shown that the LSR and MSRk detectors perform better than the SS detector using the cell averaging constant false alarm rate processor.

Cache Optimization on Hot-Point Proxy Caching Using Weighted-Rank Cache Replacement Policy

  • Ponnusamy, S.P.;Karthikeyan, E.
    • ETRI Journal
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    • v.35 no.4
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    • pp.687-696
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    • 2013
  • The development of proxy caching is essential in the area of video-on-demand (VoD) to meet users' expectations. VoD requires high bandwidth and creates high traffic due to the nature of media. Many researchers have developed proxy caching models to reduce bandwidth consumption and traffic. Proxy caching keeps part of a media object to meet the viewing expectations of users without delay and provides interactive playback. If the caching is done continuously, the entire cache space will be exhausted at one stage. Hence, the proxy server must apply cache replacement policies to replace existing objects and allocate the cache space for the incoming objects. Researchers have developed many cache replacement policies by considering several parameters, such as recency, access frequency, cost of retrieval, and size of the object. In this paper, the Weighted-Rank Cache replacement Policy (WRCP) is proposed. This policy uses such parameters as access frequency, aging, and mean access gap ratio and such functions as size and cost of retrieval. The WRCP applies our previously developed proxy caching model, Hot-Point Proxy, at four levels of replacement, depending on the cache requirement. Simulation results show that the WRCP outperforms our earlier model, the Dual Cache Replacement Policy.

Estimable Functions of Fixed-Effects Model by Projections (사영을 이용한 고정효과모형의 추정가능함수)

  • Choi, Jaesung
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.553-560
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    • 2014
  • This paper deals with estimable functions of parameters of less than full rank linear model. In general, the parameters of an overspecified model are not uniquely determined by least squares solutions. It discusses how to formulate linear estimable functions as functions of parameters in the model and shows how to use projection matrices to check out whether a parameter or function of the pamameters is estimable. It also presents a method to form a basis set of estimable functions using linearly independent characteristic vectors generating the row space of the model matrix.